PortfoliosLab logo
HAINX vs. RPMGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HAINX and RPMGX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

HAINX vs. RPMGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor International Fund (HAINX) and T. Rowe Price Mid-Cap Growth Fund (RPMGX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

HAINX:

0.62

RPMGX:

-0.45

Sortino Ratio

HAINX:

0.95

RPMGX:

-0.49

Omega Ratio

HAINX:

1.13

RPMGX:

0.93

Calmar Ratio

HAINX:

0.34

RPMGX:

-0.26

Martin Ratio

HAINX:

2.16

RPMGX:

-0.84

Ulcer Index

HAINX:

4.85%

RPMGX:

11.89%

Daily Std Dev

HAINX:

17.03%

RPMGX:

21.82%

Max Drawdown

HAINX:

-62.61%

RPMGX:

-58.69%

Current Drawdown

HAINX:

-16.36%

RPMGX:

-28.84%

Returns By Period

In the year-to-date period, HAINX achieves a 15.14% return, which is significantly higher than RPMGX's -3.86% return. Over the past 10 years, HAINX has underperformed RPMGX with an annualized return of -1.21%, while RPMGX has yielded a comparatively higher 1.56% annualized return.


HAINX

YTD

15.14%

1M

8.22%

6M

13.65%

1Y

10.54%

3Y*

11.90%

5Y*

12.60%

10Y*

-1.21%

RPMGX

YTD

-3.86%

1M

11.75%

6M

-13.43%

1Y

-9.69%

3Y*

1.98%

5Y*

1.68%

10Y*

1.56%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Harbor International Fund

T. Rowe Price Mid-Cap Growth Fund

HAINX vs. RPMGX - Expense Ratio Comparison

HAINX has a 0.77% expense ratio, which is higher than RPMGX's 0.72% expense ratio.


Risk-Adjusted Performance

HAINX vs. RPMGX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HAINX
The Risk-Adjusted Performance Rank of HAINX is 5858
Overall Rank
The Sharpe Ratio Rank of HAINX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of HAINX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of HAINX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of HAINX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of HAINX is 6161
Martin Ratio Rank

RPMGX
The Risk-Adjusted Performance Rank of RPMGX is 44
Overall Rank
The Sharpe Ratio Rank of RPMGX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of RPMGX is 33
Sortino Ratio Rank
The Omega Ratio Rank of RPMGX is 33
Omega Ratio Rank
The Calmar Ratio Rank of RPMGX is 55
Calmar Ratio Rank
The Martin Ratio Rank of RPMGX is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HAINX vs. RPMGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor International Fund (HAINX) and T. Rowe Price Mid-Cap Growth Fund (RPMGX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current HAINX Sharpe Ratio is 0.62, which is higher than the RPMGX Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of HAINX and RPMGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

HAINX vs. RPMGX - Dividend Comparison

HAINX's dividend yield for the trailing twelve months is around 3.35%, less than RPMGX's 10.63% yield.


TTM20242023202220212020201920182017201620152014
HAINX
Harbor International Fund
3.35%3.86%3.55%3.32%2.15%1.05%3.12%2.46%1.84%1.99%1.82%2.19%
RPMGX
T. Rowe Price Mid-Cap Growth Fund
10.63%10.22%6.35%2.60%10.52%4.53%5.29%12.12%8.04%3.45%19.01%8.84%

Drawdowns

HAINX vs. RPMGX - Drawdown Comparison

The maximum HAINX drawdown since its inception was -62.61%, which is greater than RPMGX's maximum drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for HAINX and RPMGX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

HAINX vs. RPMGX - Volatility Comparison

The current volatility for Harbor International Fund (HAINX) is 2.82%, while T. Rowe Price Mid-Cap Growth Fund (RPMGX) has a volatility of 5.54%. This indicates that HAINX experiences smaller price fluctuations and is considered to be less risky than RPMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...